Login
market maker quality
| Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 20/11/2024 | 1.19% | 1.23 CHF | 1.24 CHF | 132,000 | 132,000 | 58,455 | 58,455 | 74,806 CHF | 75,566 CHF | 99.33% | 99.33% |
| 19/11/2024 | 1.19% | 1.29 CHF | 1.30 CHF | 131,000 | 131,000 | 58,577 | 58,577 | 75,489 CHF | 76,249 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.18% | 1.31 CHF | 1.32 CHF | 130,000 | 130,000 | 58,169 | 58,169 | 75,837 CHF | 76,594 CHF | 99.77% | 99.77% |
| 15/11/2024 | 1.19% | 1.31 CHF | 1.32 CHF | 130,000 | 130,000 | 58,118 | 58,118 | 75,922 CHF | 76,678 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.17% | 1.31 CHF | 1.32 CHF | 130,000 | 130,000 | 58,306 | 58,306 | 76,807 CHF | 77,567 CHF | 98.60% | 98.60% |
| 13/11/2024 | 1.12% | 1.31 CHF | 1.32 CHF | 130,000 | 130,000 | 57,752 | 57,752 | 77,889 CHF | 78,637 CHF | 99.80% | 99.80% |
| 12/11/2024 | 1.12% | 1.39 CHF | 1.40 CHF | 128,000 | 128,000 | 57,702 | 57,702 | 79,617 CHF | 80,366 CHF | 99.88% | 99.88% |
| 11/11/2024 | 1.14% | 1.40 CHF | 1.41 CHF | 128,000 | 128,000 | 57,767 | 57,767 | 79,607 CHF | 80,359 CHF | 99.90% | 99.90% |
| 08/11/2024 | 1.20% | 1.34 CHF | 1.35 CHF | 130,000 | 130,000 | 59,199 | 59,199 | 76,967 CHF | 77,734 CHF | 99.05% | 99.05% |
| 07/11/2024 | 1.18% | 1.27 CHF | 1.28 CHF | 133,000 | 133,000 | 59,030 | 59,030 | 76,485 CHF | 77,250 CHF | 100.00% | 100.00% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)